V-Lab: Boston Scientific Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Boston Scientific Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.09% (-0.32%)

Analysis last updated: Friday, April 19, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0290	15.50
$α$	0.0436	22.90
$β$	0.9564	583.88
$γ$	0.6483	15.84
$δ$	1.0400	20.77

Estimation Period:
May 20, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts